+45.2%
APD vs UMAC
+508.0%
-462.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.7% |
| 7D | -4.6% | +3.3% | -7.9% | -4.7% |
| 30D | -4.2% | -10.4% | +6.2% | -4.1% |
| 3M | +5.0% | +1.8% | +3.2% | +4.7% |
| 6M | +8.9% | +40.7% | -31.8% | +7.5% |
| YTD | +21.9% | +90.9% | -69.0% | +19.4% |
| 1Y | +5.6% | +151.8% | -146.2% | +2.5% |
| All | +45.2% | +508.0% | -462.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling